+57.3%
LLY vs SPGI
+3.2%
+54.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | +0.2% |
| 7D | +10.1% | +7.2% | +2.9% | +9.1% |
| 30D | +24.0% | +23.2% | +0.8% | +21.4% |
| 3M | +27.3% | +17.0% | +10.3% | +25.2% |
| 6M | +47.0% | +20.4% | +26.5% | +43.6% |
| YTD | +32.6% | -1.9% | +34.5% | +37.3% |
| 1Y | +57.3% | +2.9% | +54.5% | +63.1% |
| All | +57.3% | +3.2% | +54.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling